Anic Equity¶

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Total return since start: 0.687 %¶

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Equity now: -----------------------------> 51538.11 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48339.05 Kr¶

PnL: ---------------------------------------> -748.52 Kr¶

DD now: ---------------------------------> -0.782 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 12:20:59.039121'

Anic Portfolio¶

This Week¶

Return: 8.433 %¶

Total¶

Return: 68.713 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -1.940000 766.800000 93.800000 13.940000 673.000000
Nordea Bank Abp 29 -0.020000 3534.520000 80.520000 2.330000 3453.999992
HEBA B 70 -1.160000 2691.500000 55.500000 2.110000 2636.000010
SAAB B 8 -0.120000 3423.200000 46.200000 1.370000 3377.000000
Swedbank A 3 2.740000 607.200000 43.200000 7.660000 564.000000
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
Resurs Holding 22 0.330000 610.940000 36.940000 6.440000 573.999998
AcadeMedia 12 -0.320000 592.560000 35.560000 6.380000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.760000 380.200000 25.200000 7.100000 355.000000
Fasadgruppen Group 38 1.110000 4157.200000 16.200000 0.390000 4140.999992
Intrum 4 0.440000 541.800000 14.800000 2.810000 527.000000
Eastnine 4 -0.480000 501.600000 10.600000 2.160000 491.000000
OEM International B 7 -1.910000 538.300000 10.300000 1.950000 527.999997
Karnov Group 9 0.000000 543.600000 7.600000 1.420000 536.000004
Norva24 Group 16 -0.860000 550.400000 7.400000 1.360000 543.000000
Creaspac SPAC 6 -0.410000 577.800000 0.800000 0.140000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.000000 246.720000 0.720000 0.290000 246.000000
Securitas B 6 -1.600000 569.880000 -0.120000 -0.020000 570.000000
Handelsbanken A 5 0.410000 545.500000 -0.500000 -0.090000 546.000000
Coor Service Management Hold. 8 -0.300000 529.600000 -2.400000 -0.450000 532.000000
Fastighetsbolag. Emilshus Pref 21 -3.280000 557.550000 -4.450000 -0.790000 562.000005
Corem Property Group B 59 -1.670000 571.710000 -5.290000 -0.920000 576.999999
Midsona B 63 -3.700000 573.300000 -9.700000 -1.660000 582.999984
Sampo Oyj SDB 7 -0.180000 3825.500000 -24.500000 -0.640000 3850.000000
Boozt 12 -1.020000 1628.400000 -25.600000 -1.550000 1653.999996
Essity B 2 -0.870000 545.200000 -28.800000 -5.020000 574.000000
CTEK 13 -2.460000 494.000000 -40.000000 -7.490000 533.999999
International Petroleum Corp. 5 -2.800000 554.500000 -40.070000 -6.740000 594.565215
Vivesto 1368 0.240000 569.090000 -43.910000 -7.160000 612.999432
Essity A 4 -1.260000 1094.000000 -55.000000 -4.790000 1149.000000
Beijer Electronics Group 27 -2.310000 2970.000000 -114.000000 -3.700000 3083.999994
OX2 22 -0.310000 1776.500000 -212.500000 -10.680000 1989.000002
Axfood 15 -0.590000 4021.500000 -278.500000 -6.480000 4300.000005
Ovzon 64 -2.040000 3385.600000 -610.400000 -15.280000 3996.000000
TOTAL 48336.170000 -751.400000 -0.78767% 49087.564636

Updated:¶

'2023-01-31 12:20:16.052307'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶